-39.2%
CAG vs D
+14.9%
-54.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +4.6% | +0.8% | +3.8% | +4.3% |
| 30D | +14.7% | +10.7% | +3.9% | +10.3% |
| 3M | +2.4% | +2.3% | +0.1% | +1.4% |
| 6M | +10.7% | +12.5% | -1.8% | +5.6% |
| YTD | -5.5% | +20.1% | -25.6% | -12.2% |
| 1Y | -4.6% | +15.6% | -20.1% | -10.1% |
| 3Y | -34.4% | +75.2% | -109.6% | -47.8% |
| 5Y | -39.2% | +14.6% | -53.7% | -41.7% |
| All | -39.2% | +14.9% | -54.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling